Literature, music, painting, poetry, dance, film—you name it, every medium thrives when it embodies something beyond its material means. “Art that conceals art” is old news, of course, but that’s not to say it isn’t desirable or, in fact, an ongoing necessity. The human animal has craved the stuff since Day 1.

Nowadays, you know, we’re more advanced than that. Fiction—it’s so passé. At least, that’s the lesson of Cindy Sherman, an eponymous retrospective at the Museum of Modern Art.

Devotees of the postmodernist pioneer would argue otherwise. Hasn’t Sherman been devoted to fiction or, at least, its attendant limitations since the first time she planted herself in front of a camera? She’s made a substantial career assuming an array of divergent identities, among them B-movie ingénue, corpse, biker chick, fashionista, fairy tale princess, Upper East Side dowager, pinup girl and, in a recent work, an Icelandic Norma Desmond.

Reasonable avenues of inquiry, I suppose, but there’s a difference between inhabiting an invented persona and, as one wit had it, pretending to pretend. Novelty tits and a blank stare don’t prompt much in the way of sociological insight, let alone create a compelling fiction. The purpose they serve is to let us know that Cindy Sherman—front, center and oddly puritanical—is calling the shots. Here is an artist who doesn’t—or can’t—venture beyond the strictures of self. No amount of irony can redeem her cold, callow art.

Apples and Oranges—that’s a colleague’s alternate title for Rembrandt and Degas: Portrait of the Artist as a Young Man, an exhibition at the Metropolitan Museum of Art. She has a point: What commonality is shared between history’s most humane artist and its most perfect? (Really, did anything Degas touch not turn to gold?)

Box office receipts may have prompted The Met, along with co-organizers The Sterling and Francine Clark Art Institute and Amsterdam’s Rijksmuseum, to mount this jewel-box exhibition. Place the name of either artist on a banner and a steady stream of visitors is guaranteed. Still, cynicism shouldn’t prevail—at least, not initially. Part of a curator’s job is to explore the possible and render it revelatory.

Turns out Rembrandt and Degas isn’t revelatory in the least. Sure, Degas made a copy of Rembrandt’s “Young Man in a Velvet Cap” (1637) and paid keen attention to the Dutch master’s distinctive way with line, light and “the depth he is able to achieve.” The Frenchman was a voracious student of tradition; it’s fair to say every artist Degas came into contact with was funneled through his steely, elegant intellect. Rembrandt was one amongst many, that’s all.

As a study in contrasts, the Met exhibition has its uses. Degas’ exercises in self-portraiture are heady and pitiless, their rigor is risky, pointed and sure. Psychological insight wasn’t alien to Degas’s vision, but neither was it a driving force. Rembrandt, on the other hand, couldn’t make a mark without embodying a distinctive and inquisitive generosity of spirit.

Even as a cocky young buck, Rembrandt was a mensch—take a look at the showy “Self-Portrait as a Young Man” (1629). In it, the 23-year-old artist daubs oil paint with a brilliance that borders on the vulgar. Then check the gaze, hidden in shadow: Rembrandt is both startled and haunted—as if he had become aware of, and daunted by, his own boundless empathy. It’s a disquietingly naked moment.

Forget historical illumination: As a tidy array of exquisite little pictures, Rembrandt and Degas is a welcome anti-blockbuster of a show.

Cindy Sherman Through June 11, The Museum of Modern Art, 11 W. 53rd St., 212-708-9400, www.moma.org.

Rembrandt and Degas: Portrait of the Artist as a Young Man Through May 20, The Metropolitan Museum of Art, 1000 5th Ave., 212-535-7710,www.metmuseum.org.